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Prove:


             ole.gif



Proof. By definition


ole1.gif


Applying the law for complex numbers that states


             ole2.gif


we get


ole3.gif


Now using the law that states


            |z1, z2, ... ,zn | = |z1||z2| ..... |zn|


we get


ole4.gif


From 2) and 3) we have


ole5.gif


As n ole6.gif , this yields a corresponding inequality for the integrals that are the limits of the respective sums:


             ole7.gif


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